Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 08:19:54 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/27/t1259335337ebeyz3nr8oeld4d.htm/, Retrieved Sun, 28 Apr 2024 23:14:45 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60897, Retrieved Sun, 28 Apr 2024 23:14:45 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

SDHW, DSHW

Estimated Impact

130

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:26:39] [b98453cac15ba1066b407e146608df68]
-    D          [(Partial) Autocorrelation Function] [DSHW-WS8-ACF1.3] [2009-11-27 15:19:54] [36295456a56d4c7dcc9b9537ce63463b] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

7,8
7,8
7,8
7,5
7,5
7,1
7,5
7,5
7,6
7,7
7,7
7,9
8,1
8,2
8,2
8,2
7,9
7,3
6,9
6,6
6,7
6,9
7
7,1
7,2
7,1
6,9
7
6,8
6,4
6,7
6,6
6,4
6,3
6,2
6,5
6,8
6,8
6,4
6,1
5,8
6,1
7,2
7,3
6,9
6,1
5,8
6,2
7,1
7,7
7,9
7,7
7,4
7,5
8
8,1

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60897&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60897&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60897&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.509793	3.3429	0.000862
2	-0.040909	-0.2683	0.394892
3	-0.499775	-3.2772	0.001039
4	-0.491225	-3.2212	0.001217
5	-0.13565	-0.8895	0.189337
6	0.216023	1.4166	0.081909
7	0.330944	2.1701	0.017783
8	0.169969	1.1146	0.135615
9	-0.045328	-0.2972	0.383859
10	-0.172775	-1.133	0.131754
11	-0.097084	-0.6366	0.263872
12	-0.064568	-0.4234	0.337057
13	0.047867	0.3139	0.377564
14	0.091531	0.6002	0.275759
15	0.019477	0.1277	0.449484
16	-0.102225	-0.6703	0.253114
17	-0.157987	-1.036	0.152999
18	-0.062917	-0.4126	0.340985
19	0.087033	0.5707	0.285583
20	0.252717	1.6572	0.052382
21	0.213762	1.4017	0.084086
22	0.052487	0.3442	0.366194
23	-0.224291	-1.4708	0.074316
24	-0.327772	-2.1493	0.018639
25	-0.172292	-1.1298	0.132413
26	0.020489	0.1344	0.446874
27	0.158305	1.0381	0.152519
28	0.134313	0.8808	0.191675
29	0.04198	0.2753	0.39221
30	-0.130057	-0.8528	0.199237
31	-0.154048	-1.0102	0.159034
32	-0.169465	-1.1113	0.136316
33	-0.051371	-0.3369	0.368929
34	0.009228	0.0605	0.476014
35	0.101811	0.6676	0.253971
36	0.114134	0.7484	0.229138

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.509793 & 3.3429 & 0.000862 \tabularnewline
2 & -0.040909 & -0.2683 & 0.394892 \tabularnewline
3 & -0.499775 & -3.2772 & 0.001039 \tabularnewline
4 & -0.491225 & -3.2212 & 0.001217 \tabularnewline
5 & -0.13565 & -0.8895 & 0.189337 \tabularnewline
6 & 0.216023 & 1.4166 & 0.081909 \tabularnewline
7 & 0.330944 & 2.1701 & 0.017783 \tabularnewline
8 & 0.169969 & 1.1146 & 0.135615 \tabularnewline
9 & -0.045328 & -0.2972 & 0.383859 \tabularnewline
10 & -0.172775 & -1.133 & 0.131754 \tabularnewline
11 & -0.097084 & -0.6366 & 0.263872 \tabularnewline
12 & -0.064568 & -0.4234 & 0.337057 \tabularnewline
13 & 0.047867 & 0.3139 & 0.377564 \tabularnewline
14 & 0.091531 & 0.6002 & 0.275759 \tabularnewline
15 & 0.019477 & 0.1277 & 0.449484 \tabularnewline
16 & -0.102225 & -0.6703 & 0.253114 \tabularnewline
17 & -0.157987 & -1.036 & 0.152999 \tabularnewline
18 & -0.062917 & -0.4126 & 0.340985 \tabularnewline
19 & 0.087033 & 0.5707 & 0.285583 \tabularnewline
20 & 0.252717 & 1.6572 & 0.052382 \tabularnewline
21 & 0.213762 & 1.4017 & 0.084086 \tabularnewline
22 & 0.052487 & 0.3442 & 0.366194 \tabularnewline
23 & -0.224291 & -1.4708 & 0.074316 \tabularnewline
24 & -0.327772 & -2.1493 & 0.018639 \tabularnewline
25 & -0.172292 & -1.1298 & 0.132413 \tabularnewline
26 & 0.020489 & 0.1344 & 0.446874 \tabularnewline
27 & 0.158305 & 1.0381 & 0.152519 \tabularnewline
28 & 0.134313 & 0.8808 & 0.191675 \tabularnewline
29 & 0.04198 & 0.2753 & 0.39221 \tabularnewline
30 & -0.130057 & -0.8528 & 0.199237 \tabularnewline
31 & -0.154048 & -1.0102 & 0.159034 \tabularnewline
32 & -0.169465 & -1.1113 & 0.136316 \tabularnewline
33 & -0.051371 & -0.3369 & 0.368929 \tabularnewline
34 & 0.009228 & 0.0605 & 0.476014 \tabularnewline
35 & 0.101811 & 0.6676 & 0.253971 \tabularnewline
36 & 0.114134 & 0.7484 & 0.229138 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60897&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.509793[/C][C]3.3429[/C][C]0.000862[/C][/ROW]
[ROW][C]2[/C][C]-0.040909[/C][C]-0.2683[/C][C]0.394892[/C][/ROW]
[ROW][C]3[/C][C]-0.499775[/C][C]-3.2772[/C][C]0.001039[/C][/ROW]
[ROW][C]4[/C][C]-0.491225[/C][C]-3.2212[/C][C]0.001217[/C][/ROW]
[ROW][C]5[/C][C]-0.13565[/C][C]-0.8895[/C][C]0.189337[/C][/ROW]
[ROW][C]6[/C][C]0.216023[/C][C]1.4166[/C][C]0.081909[/C][/ROW]
[ROW][C]7[/C][C]0.330944[/C][C]2.1701[/C][C]0.017783[/C][/ROW]
[ROW][C]8[/C][C]0.169969[/C][C]1.1146[/C][C]0.135615[/C][/ROW]
[ROW][C]9[/C][C]-0.045328[/C][C]-0.2972[/C][C]0.383859[/C][/ROW]
[ROW][C]10[/C][C]-0.172775[/C][C]-1.133[/C][C]0.131754[/C][/ROW]
[ROW][C]11[/C][C]-0.097084[/C][C]-0.6366[/C][C]0.263872[/C][/ROW]
[ROW][C]12[/C][C]-0.064568[/C][C]-0.4234[/C][C]0.337057[/C][/ROW]
[ROW][C]13[/C][C]0.047867[/C][C]0.3139[/C][C]0.377564[/C][/ROW]
[ROW][C]14[/C][C]0.091531[/C][C]0.6002[/C][C]0.275759[/C][/ROW]
[ROW][C]15[/C][C]0.019477[/C][C]0.1277[/C][C]0.449484[/C][/ROW]
[ROW][C]16[/C][C]-0.102225[/C][C]-0.6703[/C][C]0.253114[/C][/ROW]
[ROW][C]17[/C][C]-0.157987[/C][C]-1.036[/C][C]0.152999[/C][/ROW]
[ROW][C]18[/C][C]-0.062917[/C][C]-0.4126[/C][C]0.340985[/C][/ROW]
[ROW][C]19[/C][C]0.087033[/C][C]0.5707[/C][C]0.285583[/C][/ROW]
[ROW][C]20[/C][C]0.252717[/C][C]1.6572[/C][C]0.052382[/C][/ROW]
[ROW][C]21[/C][C]0.213762[/C][C]1.4017[/C][C]0.084086[/C][/ROW]
[ROW][C]22[/C][C]0.052487[/C][C]0.3442[/C][C]0.366194[/C][/ROW]
[ROW][C]23[/C][C]-0.224291[/C][C]-1.4708[/C][C]0.074316[/C][/ROW]
[ROW][C]24[/C][C]-0.327772[/C][C]-2.1493[/C][C]0.018639[/C][/ROW]
[ROW][C]25[/C][C]-0.172292[/C][C]-1.1298[/C][C]0.132413[/C][/ROW]
[ROW][C]26[/C][C]0.020489[/C][C]0.1344[/C][C]0.446874[/C][/ROW]
[ROW][C]27[/C][C]0.158305[/C][C]1.0381[/C][C]0.152519[/C][/ROW]
[ROW][C]28[/C][C]0.134313[/C][C]0.8808[/C][C]0.191675[/C][/ROW]
[ROW][C]29[/C][C]0.04198[/C][C]0.2753[/C][C]0.39221[/C][/ROW]
[ROW][C]30[/C][C]-0.130057[/C][C]-0.8528[/C][C]0.199237[/C][/ROW]
[ROW][C]31[/C][C]-0.154048[/C][C]-1.0102[/C][C]0.159034[/C][/ROW]
[ROW][C]32[/C][C]-0.169465[/C][C]-1.1113[/C][C]0.136316[/C][/ROW]
[ROW][C]33[/C][C]-0.051371[/C][C]-0.3369[/C][C]0.368929[/C][/ROW]
[ROW][C]34[/C][C]0.009228[/C][C]0.0605[/C][C]0.476014[/C][/ROW]
[ROW][C]35[/C][C]0.101811[/C][C]0.6676[/C][C]0.253971[/C][/ROW]
[ROW][C]36[/C][C]0.114134[/C][C]0.7484[/C][C]0.229138[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60897&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60897&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.509793	3.3429	0.000862
2	-0.040909	-0.2683	0.394892
3	-0.499775	-3.2772	0.001039
4	-0.491225	-3.2212	0.001217
5	-0.13565	-0.8895	0.189337
6	0.216023	1.4166	0.081909
7	0.330944	2.1701	0.017783
8	0.169969	1.1146	0.135615
9	-0.045328	-0.2972	0.383859
10	-0.172775	-1.133	0.131754
11	-0.097084	-0.6366	0.263872
12	-0.064568	-0.4234	0.337057
13	0.047867	0.3139	0.377564
14	0.091531	0.6002	0.275759
15	0.019477	0.1277	0.449484
16	-0.102225	-0.6703	0.253114
17	-0.157987	-1.036	0.152999
18	-0.062917	-0.4126	0.340985
19	0.087033	0.5707	0.285583
20	0.252717	1.6572	0.052382
21	0.213762	1.4017	0.084086
22	0.052487	0.3442	0.366194
23	-0.224291	-1.4708	0.074316
24	-0.327772	-2.1493	0.018639
25	-0.172292	-1.1298	0.132413
26	0.020489	0.1344	0.446874
27	0.158305	1.0381	0.152519
28	0.134313	0.8808	0.191675
29	0.04198	0.2753	0.39221
30	-0.130057	-0.8528	0.199237
31	-0.154048	-1.0102	0.159034
32	-0.169465	-1.1113	0.136316
33	-0.051371	-0.3369	0.368929
34	0.009228	0.0605	0.476014
35	0.101811	0.6676	0.253971
36	0.114134	0.7484	0.229138

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.509793	3.3429	0.000862
2	-0.406423	-2.6651	0.005398
3	-0.42607	-2.7939	0.003873
4	-0.012574	-0.0825	0.467335
5	0.132582	0.8694	0.194728
6	-0.014867	-0.0975	0.461394
7	-0.048081	-0.3153	0.377033
8	-0.028127	-0.1844	0.427267
9	0.062627	0.4107	0.341677
10	0.011942	0.0783	0.468972
11	0.066194	0.4341	0.333207
12	-0.187365	-1.2286	0.112945
13	0.087053	0.5708	0.285537
14	0.100201	0.6571	0.257321
15	-0.162254	-1.064	0.14664
16	-0.18518	-1.2143	0.115629
17	0.02224	0.1458	0.442365
18	0.124945	0.8193	0.20856
19	0.008332	0.0546	0.478342
20	0.095346	0.6252	0.267564
21	0.008618	0.0565	0.477598
22	0.036539	0.2396	0.405888
23	-0.092108	-0.604	0.274511
24	-0.098336	-0.6448	0.261231
25	0.052513	0.3444	0.36613
26	-0.100141	-0.6567	0.257448
27	-0.123876	-0.8123	0.210544
28	-0.056279	-0.369	0.356953
29	0.058165	0.3814	0.352388
30	-0.139154	-0.9125	0.183299
31	-0.061764	-0.405	0.343739
32	-0.15685	-1.0285	0.154724
33	0.025467	0.167	0.434078
34	-0.044342	-0.2908	0.386313
35	0.024515	0.1608	0.436519
36	-0.073751	-0.4836	0.315556

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.509793 & 3.3429 & 0.000862 \tabularnewline
2 & -0.406423 & -2.6651 & 0.005398 \tabularnewline
3 & -0.42607 & -2.7939 & 0.003873 \tabularnewline
4 & -0.012574 & -0.0825 & 0.467335 \tabularnewline
5 & 0.132582 & 0.8694 & 0.194728 \tabularnewline
6 & -0.014867 & -0.0975 & 0.461394 \tabularnewline
7 & -0.048081 & -0.3153 & 0.377033 \tabularnewline
8 & -0.028127 & -0.1844 & 0.427267 \tabularnewline
9 & 0.062627 & 0.4107 & 0.341677 \tabularnewline
10 & 0.011942 & 0.0783 & 0.468972 \tabularnewline
11 & 0.066194 & 0.4341 & 0.333207 \tabularnewline
12 & -0.187365 & -1.2286 & 0.112945 \tabularnewline
13 & 0.087053 & 0.5708 & 0.285537 \tabularnewline
14 & 0.100201 & 0.6571 & 0.257321 \tabularnewline
15 & -0.162254 & -1.064 & 0.14664 \tabularnewline
16 & -0.18518 & -1.2143 & 0.115629 \tabularnewline
17 & 0.02224 & 0.1458 & 0.442365 \tabularnewline
18 & 0.124945 & 0.8193 & 0.20856 \tabularnewline
19 & 0.008332 & 0.0546 & 0.478342 \tabularnewline
20 & 0.095346 & 0.6252 & 0.267564 \tabularnewline
21 & 0.008618 & 0.0565 & 0.477598 \tabularnewline
22 & 0.036539 & 0.2396 & 0.405888 \tabularnewline
23 & -0.092108 & -0.604 & 0.274511 \tabularnewline
24 & -0.098336 & -0.6448 & 0.261231 \tabularnewline
25 & 0.052513 & 0.3444 & 0.36613 \tabularnewline
26 & -0.100141 & -0.6567 & 0.257448 \tabularnewline
27 & -0.123876 & -0.8123 & 0.210544 \tabularnewline
28 & -0.056279 & -0.369 & 0.356953 \tabularnewline
29 & 0.058165 & 0.3814 & 0.352388 \tabularnewline
30 & -0.139154 & -0.9125 & 0.183299 \tabularnewline
31 & -0.061764 & -0.405 & 0.343739 \tabularnewline
32 & -0.15685 & -1.0285 & 0.154724 \tabularnewline
33 & 0.025467 & 0.167 & 0.434078 \tabularnewline
34 & -0.044342 & -0.2908 & 0.386313 \tabularnewline
35 & 0.024515 & 0.1608 & 0.436519 \tabularnewline
36 & -0.073751 & -0.4836 & 0.315556 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60897&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.509793[/C][C]3.3429[/C][C]0.000862[/C][/ROW]
[ROW][C]2[/C][C]-0.406423[/C][C]-2.6651[/C][C]0.005398[/C][/ROW]
[ROW][C]3[/C][C]-0.42607[/C][C]-2.7939[/C][C]0.003873[/C][/ROW]
[ROW][C]4[/C][C]-0.012574[/C][C]-0.0825[/C][C]0.467335[/C][/ROW]
[ROW][C]5[/C][C]0.132582[/C][C]0.8694[/C][C]0.194728[/C][/ROW]
[ROW][C]6[/C][C]-0.014867[/C][C]-0.0975[/C][C]0.461394[/C][/ROW]
[ROW][C]7[/C][C]-0.048081[/C][C]-0.3153[/C][C]0.377033[/C][/ROW]
[ROW][C]8[/C][C]-0.028127[/C][C]-0.1844[/C][C]0.427267[/C][/ROW]
[ROW][C]9[/C][C]0.062627[/C][C]0.4107[/C][C]0.341677[/C][/ROW]
[ROW][C]10[/C][C]0.011942[/C][C]0.0783[/C][C]0.468972[/C][/ROW]
[ROW][C]11[/C][C]0.066194[/C][C]0.4341[/C][C]0.333207[/C][/ROW]
[ROW][C]12[/C][C]-0.187365[/C][C]-1.2286[/C][C]0.112945[/C][/ROW]
[ROW][C]13[/C][C]0.087053[/C][C]0.5708[/C][C]0.285537[/C][/ROW]
[ROW][C]14[/C][C]0.100201[/C][C]0.6571[/C][C]0.257321[/C][/ROW]
[ROW][C]15[/C][C]-0.162254[/C][C]-1.064[/C][C]0.14664[/C][/ROW]
[ROW][C]16[/C][C]-0.18518[/C][C]-1.2143[/C][C]0.115629[/C][/ROW]
[ROW][C]17[/C][C]0.02224[/C][C]0.1458[/C][C]0.442365[/C][/ROW]
[ROW][C]18[/C][C]0.124945[/C][C]0.8193[/C][C]0.20856[/C][/ROW]
[ROW][C]19[/C][C]0.008332[/C][C]0.0546[/C][C]0.478342[/C][/ROW]
[ROW][C]20[/C][C]0.095346[/C][C]0.6252[/C][C]0.267564[/C][/ROW]
[ROW][C]21[/C][C]0.008618[/C][C]0.0565[/C][C]0.477598[/C][/ROW]
[ROW][C]22[/C][C]0.036539[/C][C]0.2396[/C][C]0.405888[/C][/ROW]
[ROW][C]23[/C][C]-0.092108[/C][C]-0.604[/C][C]0.274511[/C][/ROW]
[ROW][C]24[/C][C]-0.098336[/C][C]-0.6448[/C][C]0.261231[/C][/ROW]
[ROW][C]25[/C][C]0.052513[/C][C]0.3444[/C][C]0.36613[/C][/ROW]
[ROW][C]26[/C][C]-0.100141[/C][C]-0.6567[/C][C]0.257448[/C][/ROW]
[ROW][C]27[/C][C]-0.123876[/C][C]-0.8123[/C][C]0.210544[/C][/ROW]
[ROW][C]28[/C][C]-0.056279[/C][C]-0.369[/C][C]0.356953[/C][/ROW]
[ROW][C]29[/C][C]0.058165[/C][C]0.3814[/C][C]0.352388[/C][/ROW]
[ROW][C]30[/C][C]-0.139154[/C][C]-0.9125[/C][C]0.183299[/C][/ROW]
[ROW][C]31[/C][C]-0.061764[/C][C]-0.405[/C][C]0.343739[/C][/ROW]
[ROW][C]32[/C][C]-0.15685[/C][C]-1.0285[/C][C]0.154724[/C][/ROW]
[ROW][C]33[/C][C]0.025467[/C][C]0.167[/C][C]0.434078[/C][/ROW]
[ROW][C]34[/C][C]-0.044342[/C][C]-0.2908[/C][C]0.386313[/C][/ROW]
[ROW][C]35[/C][C]0.024515[/C][C]0.1608[/C][C]0.436519[/C][/ROW]
[ROW][C]36[/C][C]-0.073751[/C][C]-0.4836[/C][C]0.315556[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60897&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60897&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.509793	3.3429	0.000862
2	-0.406423	-2.6651	0.005398
3	-0.42607	-2.7939	0.003873
4	-0.012574	-0.0825	0.467335
5	0.132582	0.8694	0.194728
6	-0.014867	-0.0975	0.461394
7	-0.048081	-0.3153	0.377033
8	-0.028127	-0.1844	0.427267
9	0.062627	0.4107	0.341677
10	0.011942	0.0783	0.468972
11	0.066194	0.4341	0.333207
12	-0.187365	-1.2286	0.112945
13	0.087053	0.5708	0.285537
14	0.100201	0.6571	0.257321
15	-0.162254	-1.064	0.14664
16	-0.18518	-1.2143	0.115629
17	0.02224	0.1458	0.442365
18	0.124945	0.8193	0.20856
19	0.008332	0.0546	0.478342
20	0.095346	0.6252	0.267564
21	0.008618	0.0565	0.477598
22	0.036539	0.2396	0.405888
23	-0.092108	-0.604	0.274511
24	-0.098336	-0.6448	0.261231
25	0.052513	0.3444	0.36613
26	-0.100141	-0.6567	0.257448
27	-0.123876	-0.8123	0.210544
28	-0.056279	-0.369	0.356953
29	0.058165	0.3814	0.352388
30	-0.139154	-0.9125	0.183299
31	-0.061764	-0.405	0.343739
32	-0.15685	-1.0285	0.154724
33	0.025467	0.167	0.434078
34	-0.044342	-0.2908	0.386313
35	0.024515	0.1608	0.436519
36	-0.073751	-0.4836	0.315556

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code